Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.587 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48470.2 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44408.6 Kr¶

PnL: ---------------------------------------> -647.4 Kr¶

DD now: ---------------------------------> -8.754 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 12:42:45.707629'

Anic Portfolio¶

Today¶

Return: 0.325 %¶

This Week¶

Return: -1.69 %¶

Total portfolio value¶

Return including deposits: 58.679 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.640000 1618.020000 149.020000 10.140000 1468.999998
Hexatronic Group 12 7.340000 1070.400000 103.400000 10.690000 966.999996
VEF 909 3.770000 1899.810000 49.810000 2.690000 1850.000436
Hoist Finance 35 0.860000 1022.000000 42.000000 4.290000 980.000000
OX2 13 0.200000 973.700000 23.700000 2.490000 949.999999
INVISIO 16 1.530000 3712.000000 23.000000 0.620000 3689.000000
BioGaia B 8 3.250000 940.800000 10.800000 1.160000 930.000000
Clas Ohlson B 12 5.410000 982.200000 9.200000 0.950000 972.999996
Gränges 9 2.160000 936.000000 8.000000 0.860000 927.999999
HEXPOL B 9 1.690000 1026.000000 5.000000 0.490000 1020.999996
Sagax B 4 0.370000 858.800000 4.800000 0.560000 854.000000
Atrium Ljungberg B 5 -2.850000 937.500000 2.500000 0.270000 935.000000
JM 6 -0.690000 866.400000 2.400000 0.280000 864.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
Catena 2 -1.610000 784.400000 -7.600000 -0.960000 792.000000
Bilia A 8 1.370000 890.400000 -9.600000 -1.070000 900.000000
AcadeMedia 8 -2.480000 390.080000 -11.920000 -2.970000 402.000000
Byggmax Group 33 2.370000 942.480000 -13.520000 -1.410000 956.000001
SKF B 5 2.220000 920.250000 -19.750000 -2.100000 940.000000
Biotage 7 -0.980000 920.500000 -20.500000 -2.180000 940.999997
Addnode Group B 11 2.250000 898.700000 -22.300000 -2.420000 921.000003
ASSA ABLOY B 3 -0.080000 752.400000 -26.600000 -3.410000 779.000001
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
EQT 4 0.730000 799.000000 -33.000000 -3.970000 832.000000
Alimak Group 11 0.870000 891.000000 -37.000000 -3.990000 927.999996
Latour B 4 1.440000 817.600000 -39.400000 -4.600000 857.000000
Nordic Waterproofing Holding 7 -0.900000 925.400000 -41.600000 -4.300000 966.999999
Bufab 3 2.550000 1061.400000 -47.600000 -4.290000 1109.000001
Vitec Software Group B 2 1.970000 1037.000000 -50.000000 -4.600000 1087.000000
Platzer Fastigheter Holding B 12 0.000000 908.400000 -52.600000 -5.470000 960.999996
Indutrade 5 0.650000 1160.500000 -57.500000 -4.720000 1218.000000
Orrön Energy 180 1.010000 1971.900000 -71.100000 -3.480000 2043.000000
Sedana Medical 93 0.540000 2408.700000 -112.300000 -4.450000 2521.000011
BHG Group 97 -0.300000 1288.160000 -170.840000 -11.710000 1458.999989
Hexagon B 26 0.040000 3251.300000 -209.700000 -6.060000 3461.000010
TOTAL 44408.600000 -647.400000 -8.75399% 45056.000411

Updated:¶

'2023-07-07 12:43:03.907073'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶